//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"McAleer, Michael"
~accessRights:"restricted"
~subject:"ARCH model"
~subject:"Asymmetry"
~subject:"Forecasting model"
~subject:"Scientific modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Asymmetry
Forecasting model
Scientific modelling
Volatility
34
Volatilität
27
ARCH-Modell
12
Stochastic process
11
Stochastischer Prozess
11
Time series analysis
11
Zeitreihenanalyse
11
Theorie
10
Theory
10
Börsenkurs
9
Estimation
9
Schätzung
9
Share price
9
Capital market returns
8
Kapitalmarktrendite
8
Capital income
7
Kapitaleinkommen
7
Spillover effect
6
Spillover-Effekt
6
Prognoseverfahren
5
Stochastic volatility
5
Futures
4
Leverage effects
4
leverage
4
Commodity derivative
3
Long memory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate stochastic volatility
3
Options
3
Risk management
3
Rohstoffderivat
3
Welt
3
World
3
asymmetry
3
Air pollution
2
Bayes-Statistik
2
more ...
less ...
Online availability
All
Undetermined
Free
125
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Undetermined
2
Author
All
McAleer, Michael
Gupta, Rangan
77
Ma, Feng
76
Bouri, Elie
37
Zhang, Yaojie
35
Liang, Chao
30
Wang, Yudong
30
Wei, Yu
25
Pierdzioch, Christian
24
Wu, Xinyu
21
Tiwari, Aviral Kumar
20
Wang, Jiqian
19
Kumar, Dilip
17
Salisu, Afees A.
17
Lu, Xinjie
16
Nonejad, Nima
16
Demirer, Rıza
15
Liu, Jing
15
Degiannakis, Stavros
14
Hammoudeh, Shawkat
14
Jawadi, Fredj
14
Li, Yan
14
Serletis, Apostolos
14
Ji, Qiang
13
Lau, Chi Keung
13
Yin, Libo
13
Bahmani-Oskooee, Mohsen
12
Balcilar, Mehmet
12
Bollerslev, Tim
12
Gillas, Konstantinos Gkillas
12
Kang, Sang Hoon
12
Liu, Li
12
Lucey, Brian M.
12
Molnár, Peter
12
Wang, Lu
12
Wohar, Mark E.
12
Huang, Dengshi
11
Lee, Chien-chiang
11
Wen, Fenghua
11
Xuan Vinh Vo
11
more ...
less ...
Published in...
All
International review of economics & finance : IREF
3
Journal of econometrics
3
Econometric reviews
2
Econometrics : open access journal
2
Applied economics
1
Computational economics
1
Economics letters
1
Energy economics
1
Finance research letters
1
International journal of forecasting
1
Mathematics and Computers in Simulation (MATCOM)
1
The North American Journal of Economics and Finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
RePEc
2
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
6
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
7
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
8
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
9
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
10
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->